Nonparametric tests for event studies under cross-sectional depedence
Matteo M. Pelagatti, Paolo Maranzano
| Year of publication: |
2021
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|---|---|
| Authors: | Pelagatti, Matteo M. ; Maranzano, Paolo |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 59.2021, 1/2, p. 29-74
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| Subject: | Rank Test | Event Study | Abnormal Returns | Cross-sectional Dependence | Global Financial Crisis | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Ereignisstudie | Event study | Nichtparametrisches Verfahren | Nonparametric statistics | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Statistische Methodenlehre | Statistical theory | Schätzung | Estimation | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012744718